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Record W4401033546 · doi:10.47604/jsar.2754

Modeling Longevity Risk in Pension Funds Using Population Dynamics in Canada

2024· article· en· W4401033546 on OpenAlexaffabout
Ava Martin

Bibliographic record

VenueJournal of statistics and actuarial research. · 2024
Typearticle
Languageen
FieldSocial Sciences
TopicInsurance, Mortality, Demography, Risk Management
Canadian institutionsUniversity of British Columbia
Fundersnot available
KeywordsLongevity riskPensionLongevityDynamics (music)BusinessPopulationActuarial scienceEconomicsFinanceGerontologyMedicinePsychologyEnvironmental health

Abstract

fetched live from OpenAlex

Purpose: The aim of the study was to analyze the modeling longevity risk in pension funds using population dynamics in Canada. Methodology: This study adopted a desk methodology. A desk study research design is commonly known as secondary data collection. This is basically collecting data from existing resources preferably because of its low cost advantage as compared to a field research. Our current study looked into already published studies and reports as the data was easily accessed through online journals and libraries. Findings: Modeling longevity risk in Canadian pension funds using population dynamics reveals improved accuracy in assessing risk exposure and forecasting life expectancy impacts on liabilities. It underscores the importance of demographic trends like increasing life expectancy and aging populations, and the need to consider regional mortality variations for refining models. Proactive risk management strategies based on these insights are crucial for mitigating financial uncertainties in pension fund management. Unique Contribution to Theory, Practice and Policy: Mortality modeling and population dynamics theory, financial economics and longevity risk theory & stochastic modeling and Monte carlo simulation theory may be used to anchor future studies on analyze the modeling longevity risk in pension funds using population dynamics in Canada. Implementing population dynamics in longevity risk modeling allows pension funds to develop more precise risk management strategies. Policymakers can leverage population dynamics models to inform retirement policy decisions.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.005
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.808
Threshold uncertainty score0.480

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0050.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.070
GPT teacher head0.389
Teacher spread0.319 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2024
Admission routes2
Has abstractyes

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